top of page
Rechercher
  • Photo du rédacteurHélène Dufour

Forecasting Bank Capital Ratios Using the Prophet Model by Facebook

"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by regulatory agencies."


0 vue0 commentaire

Posts récents

Voir tout

Robust convex risk measures

"We study the general properties of robust convex risk measures as worst-case values under uncertainty on random variables. We establish general concrete results regarding convex conjugates and sub-di

CYBERSECURITY AND FINANCIAL STABILITY

Optimal cybersecurity investment depends on threat severity and bank fragility. Regulators should consider operational resilience standards, red-teaming, subsidies, and negligence penalties to facilit

Comments


bottom of page